A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. - Antonis Papapantoleon; Jasper Rou (CoRR, 2024)

Error Analysis of Deep PDE Solvers for Option Pricing. - Jasper Rou (CoRR, 2025)

Time Deep Gradient Flow Method for pricing American options. - Jasper Rou (CoRR, 2025)